As we have mentioned in the introduction, there are not too many works in the statistical literature addressing changepoint detection for Poisson and exponential models and establishing a theoretical guarantee for the proposed estimator. The CL method proposed by [1]} ([1]}, [3]})) performs a model selection procedure based on the partitions given by [4]} and they have proved the resulting estimator satisfies some oracle inequality. The R package Segmentor3IsBack implements their procedure and tackle both of Poisson and exponential models. Another approach is given by [5]} with the R package StepR where algorithm is only available for Poisson segmentation.
